Journal of Applied Probability, Vol. 27, No. 1 (Mar., 1990), pp. 156-170 (15 pages) Let Xt be a discrete-time multivariate stationary process possessing an infinite autoregressive representation and ...
Mathematics of Computation, Vol. 72, No. 243 (Jul., 2003), pp. 1329-1348 (20 pages) This paper is concerned with the union $sp_\Omega^{(j,k)} T_{n}(a)$ of all ...
Random walks serve as fundamental models in the study of stochastic processes, simulating phenomena ranging from molecular diffusion to queuing networks and financial systems. Their inherent ...